Mercurial > hg > octave-terminal
changeset 3604:5446d3f11362
[project @ 2000-03-07 04:00:20 by jwe]
author | jwe |
---|---|
date | Tue, 07 Mar 2000 04:00:21 +0000 |
parents | de4471c26cd3 |
children | bebbcd4694a8 |
files | scripts/ChangeLog scripts/statistics/tests/kolmogorov_smirnov_test_2.m |
diffstat | 2 files changed, 28 insertions(+), 8 deletions(-) [+] |
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--- a/scripts/ChangeLog +++ b/scripts/ChangeLog @@ -1,3 +1,8 @@ +2000-03-06 Stephen Eglen <stephen@anc.ed.ac.uk> + + * statistics/tests/kolmogorov_smirnov_test_2.m: Account for ties + between the two distributions (took same approach as ks.test() in R.) + 2000-02-29 John W. Eaton <jwe@bevo.che.wisc.edu> * control/base/bode.m: Temporarily disable automatic_replot.
--- a/scripts/statistics/tests/kolmogorov_smirnov_test_2.m +++ b/scripts/statistics/tests/kolmogorov_smirnov_test_2.m @@ -15,7 +15,7 @@ ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## -*- texinfo -*- -## @deftypefn {Function File} {[@var{pval}, @var{ks}] =} kolmogorov_smirnov_test_2 (@var{x}, @var{y}, @var{alt}) +## @deftypefn {Function File} {[@var{pval}, @var{ks}, @var{d}] =} kolmogorov_smirnov_test_2 (@var{x}, @var{y}, @var{alt}) ## Perform a 2-sample Kolmogorov-Smirnov test of the null hypothesis ## that the samples @var{x} and @var{y} come from the same (continuous) ## distribution. I.e., if F and G are the CDFs corresponding to the @@ -34,13 +34,16 @@ ## ## The p-value of the test is returned in @var{pval}. ## +## The third returned value, @var{d}, is the test statistic, the maximum +## vertical distance between the two cumulative distribution functions. +## ## If no output argument is given, the p-value is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Two-sample Kolmogorov-Smirnov test -function [pval, ks] = kolmogorov_smirnov_test_2 (x, y, alt) +function [pval, ks, d] = kolmogorov_smirnov_test_2 (x, y, alt) if (nargin < 2 || nargin > 3) usage ("[pval, ks] = kolmogorov_smirnov_test_2 (x, y, tol)"); @@ -66,15 +69,27 @@ [s, i] = sort ([x; y]); count (find (i <= n_x)) = 1 / n_x; count (find (i > n_x)) = - 1 / n_y; + + z = cumsum(count); + if ( find(diff(s))) + ## There are some ties, so keep only those changes. + warning ("cannot compute correct p-values with ties") + elems = [find(diff(s)); n_x + n_y]; + z = z(elems); + endif + if (strcmp (alt, "!=") || strcmp (alt, "<>")) - ks = sqrt (n) * max (abs (cumsum (count))); + d = max (abs (z)); + ks = sqrt (n) * d; pval = 1 - kolmogorov_smirnov_cdf (ks); elseif (strcmp (alt, ">")) - ks = sqrt (n) * max (cumsum (count)); - pval = exp(- 2 * ks^2); - elseif (strcmp(alt, "<")) - ks = - sqrt (n) * min (cumsum (count)); - pval = exp(- 2 * ks^2); + d = max (z); + ks = sqrt (n) * d; + pval = exp (-2 * ks^2); + elseif (strcmp (alt, "<")) + d = min (z); + ks = -sqrt (n) * d; + pval = exp (-2 * ks^2); else error ("kolmogorov_smirnov_test_2: option %s not recognized", alt); endif